+121.1%
MOD vs OSCR
+374.1%
-253.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.4% |
| 7D | -17.8% | +3.3% | -21.1% | -18.4% |
| 30D | -43.2% | +0.3% | -43.5% | -43.5% |
| 3M | -46.0% | +21.0% | -67.0% | -47.6% |
| 6M | -62.2% | +57.1% | -119.3% | -65.3% |
| YTD | -22.8% | +132.9% | -155.7% | -34.0% |
| 1Y | -35.5% | +129.1% | -164.6% | -45.1% |
| All | +121.1% | +374.1% | -253.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling